Function spdmatrix_function 

pub fn spdmatrix_function<F, Func>(
    a: &ArrayView2<'_, F>,
    f: Func,
    check_spd: bool,
) -> LinalgResult<Array2<F>>
where
    F: Float + NumAssign + Sum + One + 'static + Send + Sync + ScalarOperand,
    Func: Fn(F) -> F,

Apply a general function to a symmetric positive definite matrix.

This function applies a scalar function f to a symmetric positive definite matrix A using eigendecomposition: f(A) = V * f(D) * V^T

Arguments

• a - Input symmetric positive definite matrix
• f - Function to apply (as a closure)
• check_spd - Whether to check that the matrix is SPD

Returns

• f(A) where f is applied element-wise to the eigenvalues

Examples

use scirs2_core::ndarray::array;
use scirs2_linalg::matrix_functions::spdmatrix_function;

let a = array![[4.0_f64, 0.0], [0.0, 9.0]];
let sqrt_a = spdmatrix_function(&a.view(), |x| x.sqrt(), true).unwrap();